Last modified: 22 May 2019 17:07
The course will provide students with understanding of and ability to apply the core econometrics theory to the analysis of financial data. Alongside the lectures, the course will include practical classes that will offer students a 'hands on' training in the use, presentation and interpretation of economic and financial data. The course will underpin the acquisition of skills that are essential component of the toolkit of a financial economist working in the private and public sector and in academia alike.
|Session||First Sub Session||Credit Points||15 credits (7.5 ECTS credits)|
|Campus||Old Aberdeen||Sustained Study||No|
The course will provide students with understanding of and ability to apply the core econometrics theory to the analysis of financial data. The course will review the classical linear regression model, cover univariate time series modelling and forecasting, multivariate models, and the modelling of long-run relationships in finance.
Information on contact teaching time is available from the course guide.
2 hr written examination (70%); An individual assignment (30% 2000 words).
Resit: 2hr written examination (100%).
There are no assessments for this course.
Feedback on formative assessment will be offered throughout the course during the example and computer classes and individually to students
Feedback on summative assessment will be given both in writing and by means of one-to-one discussions with students